+74.6%
CNP vs LSCC
+36.6%
+38.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.4% | -8.1% | +0.1% |
| 7D | -4.3% | +19.3% | -23.6% | -4.9% |
| 30D | +5.7% | -9.6% | +15.4% | +6.0% |
| 3M | +0.9% | -12.4% | +13.3% | +1.2% |
| 6M | -1.1% | -10.5% | +9.4% | -1.2% |
| YTD | +8.3% | +54.8% | -46.5% | +5.2% |
| 1Y | +5.9% | +79.4% | -73.5% | +2.1% |
| 3Y | +64.6% | +109.6% | -45.0% | +53.6% |
| 5Y | +74.6% | +40.4% | +34.2% | +61.9% |
| All | +74.6% | +36.6% | +38.0% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LSCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling